Minimizing a sum of norms subject to linear equality constraints (Q1273424)
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| English | Minimizing a sum of norms subject to linear equality constraints |
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Minimizing a sum of norms subject to linear equality constraints (English)
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14 March 1999
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The MSN problem is to minimize a sum of Euclidean norms. The authors generalize the duality theory for MSN to the constrained problem. The transformation to the unconstrained duality is described, and the solution for the modified problem is presented. Some computational results on some test problems are reported.
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non-smooth optimization
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duality
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Newton barrier method
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numerical examples
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sum of Euclidean norms
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